-55.3%
PATH vs SMR
-3.5%
-51.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.6% |
| 7D | -16.3% | +4.4% | -20.7% | -16.8% |
| 30D | +9.9% | +3.4% | +6.5% | +9.3% |
| 3M | +30.2% | -19.2% | +49.3% | +32.6% |
| 6M | +37.2% | -22.6% | +59.9% | +38.4% |
| YTD | -7.3% | -31.5% | +24.2% | -5.8% |
| 1Y | +40.0% | -73.1% | +113.1% | +58.4% |
| 3Y | -4.4% | +55.0% | -59.4% | -30.8% |
| All | -55.3% | -3.5% | -51.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling